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SiAM: A Hybrid of Single Index Models and Additive Models
While popular, single index models and additive models have potential limitations, a fact that leads us to propose SiAM, a novel hybrid combination of these two models. We first address model identifiability under general assumptions. The result is of independent interest. We then develop an estimat...
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| Publicado no: | Electron J Stat |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2017
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5669139/ https://ncbi.nlm.nih.gov/pubmed/29104711 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/17-EJS1291 |
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